I found an arbitrage opportunity with cryptocurrency a few years back, but it took two months to convince my friend to let me run the trading bot I cobbled together to exploit it on his account (and that whole time I was waiting for my accounts to get approved..)

It magically generated about $8000 in a couple of days, and then the market came crashing down and the inefficiency it was exploiting disappeared forever

Pretty **ing frustrating, and it's all the Efficient Market Hypothesis' fault

You should look up the debates that Warren Buffett has had with people about the EMH, it's insane